+975.1%
KEYS vs ROP
+135.7%
+839.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.4% |
| 7D | +0.9% | -8.0% | +8.9% | +5.3% |
| 30D | -5.3% | -2.7% | -2.5% | -4.3% |
| 3M | +0.5% | +16.6% | -16.1% | -10.1% |
| 6M | +14.0% | +10.4% | +3.7% | +4.3% |
| YTD | +60.3% | -12.1% | +72.4% | +67.0% |
| 1Y | +91.3% | -23.6% | +114.9% | +118.0% |
| 3Y | +146.1% | -19.3% | +165.5% | +169.8% |
| 5Y | +80.8% | -15.4% | +96.1% | +90.3% |
| All | +975.1% | +135.7% | +839.4% | +507.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling